Saba Capital Management

Saba Capital Management as of June 30, 2014

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 193 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Total Bond Market ETF (BND) 4.9 $94M 1.1M 82.22
BlackRock Corporate High Yield Fund VI (HYT) 4.8 $92M 7.5M 12.29
iShares Lehman Aggregate Bond (AGG) 4.0 $76M 697k 109.40
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 3.9 $74M 701k 105.68
Spdr S&p 500 Etf (SPY) 3.7 $71M 360k 195.72
BlackRock Debt Strategies Fund 3.6 $68M 17M 4.10
Mbia (MBI) 3.4 $65M 5.9M 11.04
Pimco Dynamic Credit Income other 3.1 $59M 2.5M 23.82
SPDR Barclays Capital High Yield B 2.9 $56M 1.3M 41.73
BlackRock Credit All Inc Trust IV (BTZ) 2.5 $48M 3.5M 13.75
Tyson Foods (TSN) 2.4 $46M 1.2M 37.54
Morgan Stanley Emerging Markets Domestic (EDD) 2.3 $44M 3.3M 13.32
Aberdeen Asia-Pacific Income Fund (FAX) 2.2 $42M 6.6M 6.28
Blackrock Multi-sector Incom other (BIT) 2.1 $40M 2.2M 18.50
J.C. Penney Company 1.9 $36M 4.0M 9.05
Radian (RDN) 1.8 $34M 2.3M 14.81
Putnam Premier Income Trust (PPT) 1.8 $34M 6.1M 5.55
Wells Fargo Adv Inc Opport Fund (EAD) 1.6 $30M 3.1M 9.56
Western Asset Hgh Yld Dfnd (HYI) 1.4 $26M 1.5M 17.91
Forest Oil Corporation 1.4 $26M 11M 2.28
Western Asset Managed High Incm Fnd 1.3 $25M 4.3M 5.80
KB Home (KBH) 1.2 $24M 1.3M 18.68
Western Asst High Incm Opprtnty Fnd (HIO) 1.2 $23M 3.8M 6.10
Vanguard Long Term Corporate Bond ETF (VCLT) 1.2 $23M 254k 90.25
Wstrn Asst Emrgng Mrkts Incm Fnd 1.2 $23M 1.8M 12.93
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 1.1 $22M 1.5M 14.90
Nuveen Mtg opportunity term (JLS) 1.1 $21M 840k 24.56
MFS Charter Income Trust (MCR) 1.1 $20M 2.2M 9.24
MGIC Investment (MTG) 1.0 $20M 2.1M 9.24
Western Asset Emerging Mrkts Dbt Fnd (EMD) 1.0 $19M 1.0M 18.38
Global High Income Fund 1.0 $18M 1.8M 10.37
Western Asset Global Cp Defi (GDO) 0.9 $17M 882k 18.69
MFS Multimarket Income Trust (MMT) 0.8 $15M 2.3M 6.65
Ipath S&p 500 Vix S/t Fu Etn 0.8 $14M 500k 28.60
Franklin Templeton (FTF) 0.7 $14M 1.1M 13.08
John Hancock Patriot Premium Div Fund II (PDT) 0.7 $14M 1.0M 13.59
BlackRock Core Bond Trust (BHK) 0.7 $14M 990k 13.96
Invesco Van Kampen Bond Fund (VBF) 0.6 $12M 635k 19.18
Prudential Gl Sh Dur Hi Yld 0.6 $12M 650k 18.05
Barrick Gold Corp (GOLD) 0.6 $12M 626k 18.30
Lehman Brothers First Trust IOF (NHS) 0.6 $11M 822k 13.85
DWS Dreman Value Income Edge Fund 0.6 $11M 773k 14.77
LEGG MASON BW GLOBAL Income 0.6 $11M 616k 18.35
Managed High Yield Plus Fund 0.6 $11M 5.2M 2.13
DWS High Income Trust 0.6 $11M 1.1M 9.41
Apollo Tactical Income Fd In (AIF) 0.5 $10M 557k 18.35
Putnam Master Int. Income (PIM) 0.5 $9.7M 1.9M 5.15
Vanguard Short-Term Bond ETF (BSV) 0.5 $9.4M 117k 80.34
Mack-Cali Realty (VRE) 0.5 $9.5M 440k 21.48
Avon Products 0.5 $9.1M 625k 14.61
First Tr High Income L/s (FSD) 0.5 $8.9M 492k 18.15
UniFirst Corporation (UNF) 0.5 $8.8M 83k 106.01
AK Steel Holding Corporation 0.5 $8.5M 1.1M 7.96
Prudential Sht Duration Hg Y 0.5 $8.6M 476k 17.97
AllianceBernstein Income Fund 0.4 $7.9M 1.1M 7.52
Eaton Vance Limited Duration Income Fund (EVV) 0.4 $7.8M 504k 15.58
Brunswick Corporation (BC) 0.4 $7.7M 182k 42.13
McDermott International 0.4 $7.5M 933k 8.09
KBR (KBR) 0.4 $7.5M 314k 23.85
Talisman Energy Inc Com Stk 0.4 $7.5M 707k 10.60
Trinseo S A 0.4 $7.3M 350k 20.80
BlackRock Income Opportunity Trust 0.4 $7.1M 657k 10.86
Quest Diagnostics Incorporated (DGX) 0.4 $7.0M 119k 58.69
BlackRock Ltd. Duration Income Trust (BLW) 0.4 $6.9M 402k 17.29
HCP 0.3 $6.7M 161k 41.38
Whirlpool Corporation (WHR) 0.3 $6.4M 46k 139.22
Nuveen Quality Preferred Income Fund 0.3 $6.5M 768k 8.51
Brookfield Mortg. Opportunity bond etf 0.3 $6.1M 345k 17.60
iShares Barclays Credit Bond Fund (USIG) 0.3 $5.8M 52k 111.44
Alcoa 0.3 $5.6M 373k 14.89
Nuveen Qual Preferred Inc. Fund III 0.3 $5.5M 630k 8.68
Western Asset Worldwide Income Fund 0.3 $5.4M 412k 13.15
Blackstone Gso Lng Shrt Cr I (BGX) 0.3 $5.3M 298k 17.73
Cooper Tire & Rubber Company 0.3 $5.2M 173k 30.00
Roadrunner Transportation Services Hold. 0.3 $5.1M 181k 28.10
Vanguard Long-Term Bond ETF (BLV) 0.3 $5.1M 57k 89.89
BlackRock Floating Rate Income Strat. Fn (FRA) 0.3 $4.9M 333k 14.65
Dynegy Inc New Del *w exp 99/99/999 0.3 $5.0M 1.1M 4.63
Blackstone Gso Strategic (BGB) 0.3 $5.0M 283k 17.77
Wendy's/arby's Group (WEN) 0.2 $4.8M 559k 8.53
Peabody Energy Corporation 0.2 $4.2M 255k 16.35
Freeport-McMoRan Copper & Gold (FCX) 0.2 $4.0M 110k 36.50
Teekay Shipping Marshall Isl (TK) 0.2 $4.0M 64k 62.25
Delaware Investments Dividend And Income 0.2 $4.1M 391k 10.50
Arctic Cat 0.2 $3.7M 95k 39.42
Putnam High Income Securities Fund 0.2 $3.8M 441k 8.71
BlackRock Income Trust 0.2 $3.6M 536k 6.64
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $3.6M 208k 17.14
Claymore Exchange-traded Fd gugg crp bd 2014 0.2 $3.6M 169k 21.12
Cit 0.2 $3.3M 73k 45.75
Western Asset Income Fund (PAI) 0.2 $3.4M 245k 13.89
Strategic Global Income Fund 0.2 $3.5M 374k 9.35
Nuveen Quality Pref. Inc. Fund II 0.2 $3.2M 357k 9.03
Ishares Tr aaa a rated cp (QLTA) 0.2 $3.3M 64k 51.45
Supervalu 0.2 $3.0M 368k 8.22
SkyWest (SKYW) 0.2 $3.1M 253k 12.22
Advanced Micro Devices (AMD) 0.2 $3.1M 751k 4.19
DWS Multi Market Income Trust (KMM) 0.2 $3.1M 328k 9.47
Credit Suisse AM Inc Fund (CIK) 0.2 $3.1M 850k 3.65
Western Asset Glbl Partners Incm Fnd 0.1 $2.9M 260k 11.19
Eaton Vance Short Duration Diversified I (EVG) 0.1 $2.7M 175k 15.34
Dht Holdings (DHT) 0.1 $2.6M 364k 7.20
Nuveen Preferred And equity (JPI) 0.1 $2.7M 113k 23.48
Community Health Systems (CYH) 0.1 $2.4M 53k 45.36
Teck Resources Ltd cl b (TECK) 0.1 $2.5M 109k 22.83
Western Asset Vrble Rate Strtgc Fnd 0.1 $2.5M 144k 17.47
MFS Intermediate High Income Fund (CIF) 0.1 $2.5M 854k 2.94
DWS Strategic Income Trust 0.1 $2.6M 200k 12.86
Enlink Midstream (ENLC) 0.1 $2.5M 60k 41.67
NRG Energy (NRG) 0.1 $2.2M 59k 37.20
Stanley Black & Decker (SWK) 0.1 $2.4M 27k 87.81
Avery Dennison Corporation (AVY) 0.1 $2.3M 45k 51.24
CareFusion Corporation 0.1 $2.4M 53k 44.35
Tenet Healthcare Corporation (THC) 0.1 $2.3M 48k 46.94
Buckle (BKE) 0.1 $2.1M 48k 44.37
Golar Lng (GLNG) 0.1 $2.2M 36k 60.11
Morgan Stanley income sec 0.1 $2.1M 118k 18.05
Boyd Gaming Corporation (BYD) 0.1 $1.9M 161k 12.13
Interval Leisure 0.1 $2.0M 90k 21.94
Greif (GEF) 0.1 $2.0M 36k 54.55
Masco Corporation (MAS) 0.1 $1.8M 82k 22.20
Lee Enterprises, Incorporated 0.1 $1.9M 425k 4.45
W.R. Grace & Co. 0.1 $2.0M 21k 94.55
Rock-Tenn Company 0.1 $2.0M 19k 105.58
EnPro Industries (NPO) 0.1 $2.0M 27k 73.17
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.1 $2.0M 38k 52.64
ChipMOS Technology Bermuda 0.1 $1.9M 79k 24.13
Genuine Parts Company (GPC) 0.1 $1.7M 20k 87.80
Dryships/drys 0.1 $1.7M 530k 3.22
Western Asset Mrtg Defined Oppn Fund (DMO) 0.1 $1.7M 69k 24.60
Yrc Worldwide Inc Com par $.01 0.1 $1.8M 64k 28.10
International Game Technology 0.1 $1.5M 95k 15.91
LifePoint Hospitals 0.1 $1.6M 26k 62.09
Micron Technology (MU) 0.1 $1.5M 46k 32.96
Werner Enterprises (WERN) 0.1 $1.6M 61k 26.50
Bio-Reference Laboratories 0.1 $1.6M 54k 30.22
Nuveen Global Govt. Enhanced Income Fund 0.1 $1.6M 123k 12.75
Franklin Universal Trust (FT) 0.1 $1.6M 207k 7.52
Nuveen Mortgage opportunity trm fd2 0.1 $1.5M 64k 23.80
Hca Holdings (HCA) 0.1 $1.5M 27k 56.37
Brookfield Total Return Fd I 0.1 $1.5M 59k 25.17
Cornerstone Progressive Rtn 0.1 $1.4M 300k 4.59
Hldgs (UAL) 0.1 $1.1M 28k 41.07
New America High Income Fund I (HYB) 0.1 $1.2M 118k 10.04
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.1 $1.1M 82k 13.00
Claymore Exchange-traded Fd gugg crp bd 2017 0.1 $1.1M 47k 22.92
Huntington Ingalls Inds (HII) 0.1 $1.2M 13k 94.57
Powershares Senior Loan Portfo mf 0.1 $1.1M 43k 24.88
Metropcs Communications (TMUS) 0.1 $1.2M 36k 33.63
CSX Corporation (CSX) 0.1 $1.0M 33k 30.82
Norfolk Southern (NSC) 0.1 $1.0M 9.9k 102.99
ConAgra Foods (CAG) 0.1 $1.0M 35k 29.67
ViaSat (VSAT) 0.1 $869k 15k 57.93
Owens-Illinois 0.1 $860k 25k 34.62
Flextronics International Ltd Com Stk (FLEX) 0.1 $899k 81k 11.07
URS Corporation 0.1 $997k 22k 45.83
LMP Capital and Income Fund (SCD) 0.1 $956k 54k 17.75
Aberdeen Global Income Fund (FCO) 0.1 $936k 78k 11.98
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $886k 56k 15.87
VIRTUS GLOBAL Multi-sec (VGI) 0.1 $993k 56k 17.86
Nexpoint Credit Strategies 0.1 $881k 73k 12.08
Claymore Etf gug blt2016 hy 0.1 $864k 32k 27.45
Navient Corporation equity (NAVI) 0.1 $891k 50k 17.71
Energizer Holdings 0.0 $843k 6.9k 122.01
inv grd crp bd (CORP) 0.0 $703k 6.8k 103.25
First Trust Strategic 0.0 $720k 44k 16.36
Abengoa Yield 0.0 $756k 20k 37.80
Time Warner Cable 0.0 $523k 3.5k 147.41
Universal Health Services (UHS) 0.0 $479k 5.0k 95.80
American Income Fund (MRF) 0.0 $561k 72k 7.76
Nuveen Diversified Dividend & Income 0.0 $585k 48k 12.26
Transamerica Income Shares 0.0 $660k 31k 21.19
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $587k 46k 12.69
Morgan Stanley Emerging Markets Debt (MSD) 0.0 $544k 54k 10.17
Spdr Short-term High Yield mf (SJNK) 0.0 $653k 21k 30.96
Doubleline Income Solutions (DSL) 0.0 $481k 21k 22.45
SLM Corporation (SLM) 0.0 $418k 50k 8.31
Green Plains Renewable Energy (GPRE) 0.0 $296k 9.0k 32.89
Templeton Global Income Fund (SABA) 0.0 $426k 52k 8.26
MFS InterMarket Income Trust I 0.0 $365k 43k 8.52
Meritor 0.0 $360k 28k 13.04
Ishares Tr fltg rate nt (FLOT) 0.0 $319k 6.3k 50.75
Powershares Etf Tr Ii fnd inv gr cp 0.0 $323k 13k 25.55
Ares Multi Strategy Cr Fd In 0.0 $471k 22k 21.86
McClatchy Company 0.0 $145k 26k 5.57
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.0 $240k 26k 9.36
LMP Corporate Loan Fund 0.0 $161k 13k 12.01
Western Asset Invest. Grade Defined Opp (IGI) 0.0 $222k 10k 21.27
Ellsworth Fund (ECF) 0.0 $114k 13k 8.86
Bioamber Inc wrt 0.0 $176k 70k 2.52
Eaton Vance Senior Income Trust (EVF) 0.0 $89k 13k 6.84
Community Health Sys Inc New right 01/27/2016 0.0 $56k 795k 0.07
Voya Prime Rate Trust sh ben int 0.0 $69k 12k 5.80